From 4a3fee92928493e8fb9f756ee6dfa87fa278ec96 Mon Sep 17 00:00:00 2001 From: hjhan Date: Fri, 14 Aug 2026 16:57:56 +0800 Subject: [PATCH] =?UTF-8?q?refactor(swap)+test:=20=E5=88=A0=20GetInterests?= =?UTF-8?q?/CalcSwapInterests=20=E6=AD=BB=E5=8F=82=E6=95=B0=20needPrice/gr?= =?UTF-8?q?ossPrice=EF=BC=9B=E8=A1=A5=E5=B7=A5=E5=8E=82=E2=86=92=E6=8E=A5?= =?UTF-8?q?=E7=BC=9D=E6=98=A0=E5=B0=84=E9=92=89=E5=AD=90?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 死参数收口（另一半）： - SwapDealService.GetInterests 删 needPrice/grossPrice（体内零消费，2026-08 验证）； InitSwapDealInterest.needPrice 同为死参数一并删 - SwapEodPositionService.CalcSwapInterests 签名+转发同步；两个 EOD 生产调用点 (SaveAutoEodInterestPosition/SaveEodInterestPositionCopy) 重排实参； CalcEodPostCloseSettleInterests/GetIntradayUnwindInterests 委托同步 - 14 个测试文件 ~44 处直调点机械更新（8 处 override 签名 + 36 处调用实参） - 注意：EOD 编排链(DealInterests→Save*家族)的 grossPrice(期初不含费价)有真实用途，保留未动 新增钉子：CalcEodPostCloseSettleInterests 工厂→接缝参数映射测试—— CalcSwapInterestsCapture 捕获 stub 断言 EodPostCloseSettle 的完整转发契约 （posi=平仓后剩余/closePosi=平掉额/恒1/settment:false/orginPv 等 11 项）。 该段位置转发含三个相邻同型 decimal，编译器不查错位，此测试兜底。 验证：定向 241 测试通过（含 T0/T1 Excel 验证期望值、EntrySemantics 精确值钉子—— 任何 decimal 错位即红）；全量 903=145失败/746通过/12跳过，与基线逐位一致。 --- .../SwapModule/BondTrsAutoSwapScenarioTest.cs | 4 +- .../ConsumedInterestScenarioTest.cs | 8 +- .../SwapModule/DealInterestsScenarioTest.cs | 34 +++---- .../GLMS20260703CloseInterestTest.cs | 2 +- .../GetInterestsEntrySemanticsTest.cs | 91 ++++++++++++++++++- .../SwapModule/GetInterestsUnitTest_T0.cs | 8 +- .../SwapModule/GetInterestsUnitTest_T1.cs | 14 +-- .../Margin/MarginInterestGoldenReplayTest.cs | 4 +- .../SwapModule/MultiStepConservationTest.cs | 12 +-- .../PrepaidPrincipalCloseTraceTest.cs | 2 +- .../PrepaidPrincipalClosingChainTraceTest.cs | 4 +- ...wapCloseConversationCasesRegressionTest.cs | 2 +- .../SwapInterestScenario1And2Test.cs | 10 +- .../SwapInterestScenario3And4FloatingTest.cs | 10 +- .../SwapPositionComposeScenarioTest.cs | 8 +- .../SwapSingleTradeVerificationTest.cs | 10 +- .../SwapUnwindPrepayPrincipalBugTdd.cs | 10 +- .../SwapUnwindSameDayDoublePartialTest.cs | 2 +- .../Modules/SwapModule/SwapDealService.cs | 7 +- .../SwapModule/SwapEodPositionService.cs | 19 ++-- 20 files changed, 172 insertions(+), 89 deletions(-) diff --git a/UnitTestProject/Modules/SwapModule/BondTrsAutoSwapScenarioTest.cs b/UnitTestProject/Modules/SwapModule/BondTrsAutoSwapScenarioTest.cs index 85052b9c..a53dcffa 100644 --- a/UnitTestProject/Modules/SwapModule/BondTrsAutoSwapScenarioTest.cs +++ b/UnitTestProject/Modules/SwapModule/BondTrsAutoSwapScenarioTest.cs @@ -146,8 +146,8 @@ namespace YLErp.Modules.SwapModule trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate, List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, - decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, + decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { return positions.Select(p => new swap_flow_event diff --git a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs index 866b4f3a..c7bfc2f7 100644 --- a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs +++ b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs @@ -126,7 +126,7 @@ namespace YLErp.Modules.SwapModule var interests = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate, new List(), new List { position }, Principal, Principal, Principal, Principal, closePercent, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, add: false, settment: false, newCalcLast: false); Assert.AreEqual(1, interests.Count); return interests[0]; @@ -357,7 +357,7 @@ namespace YLErp.Modules.SwapModule var interests = ServiceByDate().GetInterests(td, td.trade_extend, unwindDate, unwindDate, new List(), new List { position }, Principal, Principal, Principal, Principal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, add: false, settment: false, newCalcLast: false); Assert.AreEqual(1, interests.Count); @@ -421,7 +421,7 @@ namespace YLErp.Modules.SwapModule var result = service.GetInterests(td, td.trade_extend, resetDate, resetDate, new List { preEod }, new List { position }, remainingPrincipal, remainingPrincipal, 0m, remainingPrincipal, 1m, - (int)SwapEventTypeEnum.平仓, true, false, 0m, remainingPrincipal, + (int)SwapEventTypeEnum.平仓, true, remainingPrincipal, add: false, settment: false, newCalcLast: false).Single(); var remainingInterest = previousInterest * remainingPrincipal / previousPrincipal; @@ -467,7 +467,7 @@ namespace YLErp.Modules.SwapModule var result = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate, new List { preEod }, new List { position }, remainingPrincipal, remainingPrincipal, 0m, remainingPrincipal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 0m, remainingPrincipal, + (int)SwapEventTypeEnum.平仓, false, remainingPrincipal, add: false, settment: false, newCalcLast: false).Single(); AssertDecimal(pendingInterest, result.InterestAmount, diff --git a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs index 07f9b289..c0b83382 100644 --- a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs +++ b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs @@ -65,8 +65,8 @@ namespace YLErp.Modules.SwapModule List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, decimal closePosiNotionalValue, decimal closePrecent, - int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, + int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { @@ -78,8 +78,8 @@ namespace YLErp.Modules.SwapModule return (DealService ?? new SwapDealService(this)).GetInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, - closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice, - grossPrice, orginPv, add, settment, newCalcLast, closeList); + closePosiNotionalValue, closePrecent, eventType, tdClose, + orginPv, add, settment, newCalcLast, closeList); } // public 包装：让测试能调用 protected 方法 @@ -1230,7 +1230,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, closeDate, closeDate, new List { previousEod }, new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 1m, orginPv, + (int)SwapEventTypeEnum.平仓, false, orginPv, false, settment: false, newCalcLast: false, closeList: null).Single(); AssertDecimal(remainingNotional, result.InterestPrincipal, @@ -1269,7 +1269,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, firstCloseDate, firstCloseDate, new List(), new List { position }, originalNotional, originalNotional, 0m, remainingNotional, 0.5m, - (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false).Single(); var firstCloseCash = Math.Round(firstCloseInterest.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero); @@ -1287,13 +1287,13 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, firstCloseDate, firstCloseDate, new List(), new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false).Single(); var replayAtFinalClose = dealService.GetInterests( td, td.trade_extend, finalCloseDate, finalCloseDate, new List(), new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false).Single(); var expectedFinalInterest = firstCloseEod.InterestIncomeSum + replayAtFinalClose.InterestAmount - replayAtPreviousEod.InterestAmount; @@ -1307,7 +1307,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, finalCloseDate, finalCloseDate, new List { firstCloseEod }, new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false).Single(); var finalCloseCash = Math.Round(finalCloseInterest.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero); @@ -1435,7 +1435,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, partialCloseDate, partialCloseDate, new List { previousEod }, new List { position }, notional, notional, 0m, partialNotional, partialPercent, - (int)SwapEventTypeEnum.平仓, false, false, 0m, notional, + (int)SwapEventTypeEnum.平仓, false, notional, settment: false).Single(); AssertDecimal(84090.95m, Math.Round(partial.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero), @@ -1445,7 +1445,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, maturityDate, maturityDate, new List(), new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 0m, remainingNotional, + (int)SwapEventTypeEnum.平仓, false, remainingNotional, settment: false, newCalcLast: true).Single(); AssertDecimal(268428.73m, Math.Round(final.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero), @@ -1576,7 +1576,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, intermediateDate, intermediateDate, new List { partialEod }, new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false, newCalcLast: true).Single(); Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m, $"5/18 复利平仓应承接 5/11 日终剩余本金的累计利息 Expected approximately 259348.386714765, Actual: {intermediateInterest.InterestAmount}"); @@ -1707,7 +1707,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, intermediateDate, intermediateDate, new List { partialEod }, new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false, newCalcLast: true).Single(); Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m, $"0005 5/18 复利应承接部分平仓后的累计利息 Expected approximately 259348.386714765, Actual: {intermediateInterest.InterestAmount}"); @@ -1740,7 +1740,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, finalCloseDate, finalCloseDate, new List { intermediateEod }, new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false, newCalcLast: false).Single(); AssertDecimal(expectedFinalInterest, finalInterest.InterestAmount, "0005 最终全平重放时，历史5/18终点必须包含当日利息后再做差额"); @@ -1830,7 +1830,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, finalCloseDate, finalCloseDate, new List { previousEod }, new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 0m, remainingNotional, + (int)SwapEventTypeEnum.平仓, false, remainingNotional, settment: false).Single(); AssertDecimal(expectedInterest, result.InterestAmount, @@ -1928,7 +1928,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, partialCloseDate, partialCloseDate, new List { preCloseEod }, new List { position }, originalNotional, originalNotional, 0m, partialNotional, partialClosePercent, - (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional, + (int)SwapEventTypeEnum.平仓, false, originalNotional, settment: false).Single(); AssertExcelMoney(scenario.ExpectedPartialInterest, partialInterest.InterestAmount, $"{scenario.TradeNumber} 5/11 部分平仓利息应匹配 Excel BL 列"); @@ -1977,7 +1977,7 @@ namespace YLErp.Modules.SwapModule td, td.trade_extend, finalCloseDate, finalCloseDate, new List { finalPreEod }, new List { position }, remainingNotional, remainingNotional, 0m, remainingNotional, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 1m, remainingNotional, + (int)SwapEventTypeEnum.平仓, false, remainingNotional, settment: false).Single(); AssertExcelMoney(scenario.ExpectedFinalInterest, finalInterest.InterestAmount, $"{scenario.TradeNumber} 5/19 全部平仓利息应匹配 Excel BN 列"); diff --git a/UnitTestProject/Modules/SwapModule/GLMS20260703CloseInterestTest.cs b/UnitTestProject/Modules/SwapModule/GLMS20260703CloseInterestTest.cs index bb29f270..ccd5c26d 100644 --- a/UnitTestProject/Modules/SwapModule/GLMS20260703CloseInterestTest.cs +++ b/UnitTestProject/Modules/SwapModule/GLMS20260703CloseInterestTest.cs @@ -212,7 +212,7 @@ namespace YLErp.Modules.SwapModule Notional, Notional, Notional, Notional, // posiNotional / long / short / closePosiNotional 1m, // closePercent (int)SwapEventTypeEnum.平仓, - false, false, 0m, Notional, // tdClose / needPrice / grossPrice / orginPv + false, Notional, // tdClose / orginPv false, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, interests.Count); return interests[0]; diff --git a/UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs b/UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs index bcabc802..46f8f1e4 100644 --- a/UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs +++ b/UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs @@ -147,7 +147,7 @@ namespace YLErp.Modules.SwapModule var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m, - (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose, + (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose, add: true, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, intraday.Count); @@ -182,7 +182,7 @@ namespace YLErp.Modules.SwapModule var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m, - (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose, + (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose, add: true, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, intraday.Count); @@ -210,7 +210,7 @@ namespace YLErp.Modules.SwapModule // 全平：剩余=0，平掉=全部 1000 var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions, 0m, 0m, 0m, PreClose, 1m, - (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose, + (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose, add: true, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, result.Count); @@ -218,5 +218,90 @@ namespace YLErp.Modules.SwapModule Assert.IsTrue(result[0].InterestAmount != 0m, "mode9 全平时 posi=0，兜底必须以 closePosiNotionalValue(实际平掉额) 为结息本金，结息额非零（兜底钉子）"); } + + #region CalcEodPostCloseSettleInterests 接缝映射钉子 + + /// + /// 参数捕获 stub：拦下 CalcSwapInterests 的全部实参，不触库、不真算。 + /// + private sealed class CalcSwapInterestsCapture : TestableSwapEodPositionService + { + public CalcSwapInterestsCapture() : base(nameof(GetInterestsEntrySemanticsTest)) { } + + public List CapturedCloseList = null; + public bool CapturedTdClose; + public int CapturedEventType; + public decimal CapturedPosiNotional; + public decimal CapturedClosePosiNotional; + public decimal CapturedClosePercent; + public decimal CapturedOrginPv; + public bool CapturedAdd; + public bool CapturedSettment; + public bool CapturedNewCalcLast; + public int CallCount; + + protected override List CalcSwapInterests( + trade td, trade_extend tradeExtend, + DateTime valueDate, DateTime unwindDate, + List eodPositions, List positions, + decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, + decimal closePosiNotionalValue, decimal closePrecent, + int eventType, bool tdClose, + decimal orginPv, + bool add = false, bool settment = true, bool newCalcLast = false, + List closeList = null) + { + CallCount++; + CapturedTdClose = tdClose; CapturedEventType = eventType; + CapturedPosiNotional = posiNotionalValue; CapturedClosePosiNotional = closePosiNotionalValue; + CapturedClosePercent = closePrecent; CapturedOrginPv = orginPv; + CapturedAdd = add; CapturedSettment = settment; CapturedNewCalcLast = newCalcLast; + CapturedCloseList = closeList; + return new List(); + } + + public List ExposedEodPostCloseSettle(InterestCalcRequest req) + => CalcEodPostCloseSettleInterests(req); + } + + /// + /// 钉死 InterestCalcRequest.EodPostCloseSettle 工厂 → CalcEodPostCloseSettleInterests → + /// CalcSwapInterests 的位置参数转发契约。这段转发是位置传参最易错位的环节 + /// （posiNotionalValue/closePosiNotionalValue/orginPv 三个相邻同型 decimal，编译器不查错位）， + /// 任何映射改动（含将来删 needPrice/grossPrice 死参数）都必须保持本断言绿。 + /// + [TestMethod] + public void EOD平仓后收盘_工厂到接缝_参数映射钉死() + { + var td = CreateTrade(); + var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利); + var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose); + var positions = new List { position }; + + var stub = new CalcSwapInterestsCapture(); + var req = InterestCalcRequest.EodPostCloseSettle( + td, td.trade_extend, UnwindDate, UnwindDate, + new List { preEod }, positions, + remainingNotionalAfterClose: Remaining, remainingLongNotional: Remaining, remainingShortNotional: 0m, + closedNotional: Closed, + eventType: (int)SwapEventTypeEnum.平仓, tdClose: false, + orginPv: PreClose, add: true, newCalcLast: false); + + stub.ExposedEodPostCloseSettle(req); + + Assert.AreEqual(1, stub.CallCount, "默认实现应恰好调用一次 CalcSwapInterests（虚接缝兼容既有测试替身）"); + Assert.AreEqual(Remaining, stub.CapturedPosiNotional, "posiNotionalValue 位 = 平仓后剩余(700)——语义核心，错位即红"); + Assert.AreEqual(Closed, stub.CapturedClosePosiNotional, "closePosiNotionalValue 位 = 实际平掉额(300)"); + Assert.AreEqual(1m, stub.CapturedClosePercent, "closePrecent 恒 1（全额结息）"); + Assert.AreEqual((int)SwapEventTypeEnum.平仓, stub.CapturedEventType); + Assert.IsFalse(stub.CapturedTdClose); + Assert.AreEqual(PreClose, stub.CapturedOrginPv, "orginPv 位 = 上一日终本金——与相邻 decimal 最易错位处"); + Assert.IsTrue(stub.CapturedAdd); + Assert.IsFalse(stub.CapturedSettment, "settment=false：走盘中重放算法（EOD平仓后收盘复用重放）"); + Assert.IsFalse(stub.CapturedNewCalcLast); + Assert.IsNull(stub.CapturedCloseList, "该场景不传 closeList"); + } + + #endregion } } diff --git a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T0.cs b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T0.cs index cb664f25..c4aad82c 100644 --- a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T0.cs +++ b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T0.cs @@ -230,7 +230,7 @@ namespace YLErp.Modules.SwapModule eodPositions, new List { position }, posiNotional, posiNotional, posiNotional, posiNotional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); + false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; } @@ -246,7 +246,7 @@ namespace YLErp.Modules.SwapModule eodPositions, new List { position }, Principal, Principal, Principal, Principal, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList); + false, Principal, false, settment: true, newCalcLast: false, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; } @@ -265,7 +265,7 @@ namespace YLErp.Modules.SwapModule eodPositions, new List { position }, posiNotional, posiNotional, posiNotional, posiNotional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); + false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; } @@ -281,7 +281,7 @@ namespace YLErp.Modules.SwapModule eodPositions, new List { position }, Principal, Principal, Principal, Principal, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList); + false, Principal, false, settment: true, newCalcLast: false, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; } diff --git a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T1.cs b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T1.cs index 4d074d8d..672e80bb 100644 --- a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T1.cs +++ b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T1.cs @@ -324,7 +324,7 @@ namespace YLErp.Modules.SwapModule new List { position }, posiNotional, posiNotional, posiNotional, posiNotional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); + false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; @@ -348,7 +348,7 @@ namespace YLErp.Modules.SwapModule new List { position }, Principal, Principal, Principal, Principal, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList); + false, Principal, false, settment: true, newCalcLast: false, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; @@ -373,7 +373,7 @@ namespace YLErp.Modules.SwapModule new List { position }, Principal, Principal, Principal, Principal, closePercent, (int)SwapEventTypeEnum.自动互换, - false, false, 0, Principal, false, settment: false, newCalcLast: false, closeList: closeList); + false, Principal, false, settment: false, newCalcLast: false, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; @@ -409,7 +409,7 @@ namespace YLErp.Modules.SwapModule new List { position }, posiNotional, posiNotional, posiNotional, posiNotional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); + false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; @@ -432,7 +432,7 @@ namespace YLErp.Modules.SwapModule new List { position }, Principal, Principal, Principal, Principal, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList); + false, Principal, false, settment: true, newCalcLast: false, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; @@ -1718,7 +1718,7 @@ namespace YLErp.Modules.SwapModule new List { position }, posiNotional, posiNotional, posiNotional, posiNotional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); + false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; @@ -1749,7 +1749,7 @@ namespace YLErp.Modules.SwapModule new List { position }, posiNotional, posiNotional, posiNotional, posiNotional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); + false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList); AssertInterestEqual(1, interests.Count); return interests[0]; diff --git a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs index bb9a65fa..62c948dc 100644 --- a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs +++ b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs @@ -100,8 +100,8 @@ namespace UnitTestProject.Modules.SwapModule.Margin oldList = svc.GetInterests(td, extend, valueDate, valueDate, preEods, marginPositions, 0m, 0m, 0m, 0m, 1.0m, - (int)SwapEventTypeEnum.自动互换, tdClose: false, needPrice: false, - grossPrice: 0m, orginPv: 0m, + (int)SwapEventTypeEnum.自动互换, tdClose: false, + orginPv: 0m, add: false, settment: true, newCalcLast: false, closeList: null); } catch (Exception ex) diff --git a/UnitTestProject/Modules/SwapModule/MultiStepConservationTest.cs b/UnitTestProject/Modules/SwapModule/MultiStepConservationTest.cs index 1dfb1d64..12196bdd 100644 --- a/UnitTestProject/Modules/SwapModule/MultiStepConservationTest.cs +++ b/UnitTestProject/Modules/SwapModule/MultiStepConservationTest.cs @@ -120,7 +120,7 @@ namespace YLErp.Modules.SwapModule var interests = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate, new List(), new List { position }, Principal, Principal, Principal, Principal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, add: false, settment: false, newCalcLast: false); return interests.Count > 0 ? interests[0].InterestAmount : 0m; } @@ -143,7 +143,7 @@ namespace YLErp.Modules.SwapModule var interests = service.GetInterests(td, td.trade_extend, valueDate, valueDate, new List { preEod }, new List { position }, Principal, Principal, Principal, Principal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, add: false, settment: true, newCalcLast: false); if (interests.Count == 0) return (0m, 0m); return (interests[0].TdInterestAmount, interests[0].InterestAmount); @@ -314,7 +314,7 @@ namespace YLErp.Modules.SwapModule var i5 = svc5.GetInterests(td, td.trade_extend, day5, day5, new List(), new List { position }, Principal, Principal, Principal, Principal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, settment: false); decimal swap1 = i5.Count > 0 ? i5[0].InterestAmount : 0m; @@ -323,7 +323,7 @@ namespace YLErp.Modules.SwapModule var i10 = svc10.GetInterests(td, td.trade_extend, day10, day10, new List(), new List { position }, Principal, Principal, Principal, Principal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, settment: false); decimal swap2 = i10.Count > 0 ? i10[0].InterestAmount : 0m; @@ -333,7 +333,7 @@ namespace YLErp.Modules.SwapModule var i15 = svc15.GetInterests(td, td.trade_extend, day15, day15, new List(), new List { position }, Principal, Principal, Principal, Principal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, settment: false); decimal finalUnwind = i15.Count > 0 ? i15[0].InterestAmount : 0m; @@ -363,7 +363,7 @@ namespace YLErp.Modules.SwapModule var interests = svc.GetInterests(td, td.trade_extend, unwindDate, unwindDate, new List(), new List { position }, Principal, Principal, Principal, Principal, 1m, - (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal, + (int)SwapEventTypeEnum.平仓, false, Principal, settment: false); return interests.Count > 0 ? interests[0].InterestAmount : 0m; } diff --git a/UnitTestProject/Modules/SwapModule/PrepaidPrincipalCloseTraceTest.cs b/UnitTestProject/Modules/SwapModule/PrepaidPrincipalCloseTraceTest.cs index 45e60bef..fdfeb04c 100644 --- a/UnitTestProject/Modules/SwapModule/PrepaidPrincipalCloseTraceTest.cs +++ b/UnitTestProject/Modules/SwapModule/PrepaidPrincipalCloseTraceTest.cs @@ -104,7 +104,7 @@ namespace YLErp.Modules.SwapModule var eod = new List { MakeEod(valueDate, PrepayRemaining, 0m) }; var fe = _svc.GetInterests(td, td.trade_extend, FullDate, FullDate, eod, new List { pos }, PrepayFix, PrepayFix, PrepayFix, PrepayFix, 1m, - (int)SwapEventTypeEnum.平仓, false, false, 0, PrepayFix, false, + (int)SwapEventTypeEnum.平仓, false, PrepayFix, false, settment: false, newCalcLast: calcLast, closeList: null)[0]; var trace = SwapCalcTrace.Dump(); Console.WriteLine(trace); diff --git a/UnitTestProject/Modules/SwapModule/PrepaidPrincipalClosingChainTraceTest.cs b/UnitTestProject/Modules/SwapModule/PrepaidPrincipalClosingChainTraceTest.cs index 39746577..44e9f844 100644 --- a/UnitTestProject/Modules/SwapModule/PrepaidPrincipalClosingChainTraceTest.cs +++ b/UnitTestProject/Modules/SwapModule/PrepaidPrincipalClosingChainTraceTest.cs @@ -102,8 +102,8 @@ namespace YLErp.Modules.SwapModule trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate, List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, - decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, + decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { return positions.Select(p => new swap_flow_event diff --git a/UnitTestProject/Modules/SwapModule/SwapCloseConversationCasesRegressionTest.cs b/UnitTestProject/Modules/SwapModule/SwapCloseConversationCasesRegressionTest.cs index f10e3439..e4abce0b 100644 --- a/UnitTestProject/Modules/SwapModule/SwapCloseConversationCasesRegressionTest.cs +++ b/UnitTestProject/Modules/SwapModule/SwapCloseConversationCasesRegressionTest.cs @@ -82,7 +82,7 @@ namespace YLErp.Modules.SwapModule new List { previousEod }, new List { position }, closeCase.RemainingNotional, closeCase.RemainingNotional, 0m, closeCase.RemainingNotional, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0m, + false, closeCase.InterestType == 0 ? closeCase.RemainingNotional : closeCase.OriginalNotional, add: false, settment: false, newCalcLast: false).Single(); diff --git a/UnitTestProject/Modules/SwapModule/SwapInterestScenario1And2Test.cs b/UnitTestProject/Modules/SwapModule/SwapInterestScenario1And2Test.cs index bf3f2b0a..12b3941d 100644 --- a/UnitTestProject/Modules/SwapModule/SwapInterestScenario1And2Test.cs +++ b/UnitTestProject/Modules/SwapModule/SwapInterestScenario1And2Test.cs @@ -57,16 +57,16 @@ namespace UnitTestProject.Modules.SwapModule trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate, List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, - decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, + decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { var svc = new StubSwapDealService( new OptUserInfo(0, nameof(SwapInterestScenario1And2Test), OptUserFrom.UnitTest), _floatRates); return svc.GetInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, - closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice, - grossPrice, orginPv, add, settment, newCalcLast, closeList); + closePosiNotionalValue, closePrecent, eventType, tdClose, + orginPv, add, settment, newCalcLast, closeList); } public eod_swap_position ExecuteClose(trade td, swap_position position, DateTime valueDate, @@ -213,7 +213,7 @@ namespace UnitTestProject.Modules.SwapModule prevEod, new List { position }, closeNotional, closeNotional, 0m, closeNotional, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0m, closeNotional, false, settment: false, newCalcLast: isMaturity); + false, closeNotional, false, settment: false, newCalcLast: isMaturity); Assert.AreEqual(1, interests.Count); return interests[0]; } diff --git a/UnitTestProject/Modules/SwapModule/SwapInterestScenario3And4FloatingTest.cs b/UnitTestProject/Modules/SwapModule/SwapInterestScenario3And4FloatingTest.cs index 4d396b0a..a86c20e4 100644 --- a/UnitTestProject/Modules/SwapModule/SwapInterestScenario3And4FloatingTest.cs +++ b/UnitTestProject/Modules/SwapModule/SwapInterestScenario3And4FloatingTest.cs @@ -179,16 +179,16 @@ namespace UnitTestProject.Modules.SwapModule trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate, List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, - decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, + decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { var svc = new RealSwapDealService( new OptUserInfo(0, nameof(SwapInterestScenario3And4FloatingTest), OptUserFrom.UnitTest), _floatRates, FlowEvents); var interests = svc.GetInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, - closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice, - grossPrice, orginPv, add, settment, newCalcLast, closeList); + closePosiNotionalValue, closePrecent, eventType, tdClose, + orginPv, add, settment, newCalcLast, closeList); // 捕获 base InterestPrincipal（= EOD:1406 行赋给 TdInterestPrincipal 的值，反推前），供 TdInterestPrincipal 断言镜像分叉。 LastBaseInterestPrincipal = interests.Count > 0 ? interests[0].InterestPrincipal : 0m; return interests; @@ -396,7 +396,7 @@ namespace UnitTestProject.Modules.SwapModule prevEod, new List { position }, closeNotional, closeNotional, 0m, closeNotional, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0m, closeNotional, false, settment: false, newCalcLast: isMaturity); + false, closeNotional, false, settment: false, newCalcLast: isMaturity); Assert.AreEqual(1, interests.Count); return interests[0]; } diff --git a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs index 3749384a..166bd4dc 100644 --- a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs +++ b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs @@ -80,15 +80,15 @@ namespace YLErp.Modules.SwapModule trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate, List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, - decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, + decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { LastInterestCalculationPositions = positions; return base.CalcSwapInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, - closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice, - grossPrice, orginPv, add, settment, newCalcLast, closeList); + closePosiNotionalValue, closePrecent, eventType, tdClose, + orginPv, add, settment, newCalcLast, closeList); } public void ExecuteSwapPositionCompose(DateTime settleDate, DateTime preSettleDate) diff --git a/UnitTestProject/Modules/SwapModule/SwapSingleTradeVerificationTest.cs b/UnitTestProject/Modules/SwapModule/SwapSingleTradeVerificationTest.cs index bdcfd67e..f4ddee13 100644 --- a/UnitTestProject/Modules/SwapModule/SwapSingleTradeVerificationTest.cs +++ b/UnitTestProject/Modules/SwapModule/SwapSingleTradeVerificationTest.cs @@ -60,16 +60,16 @@ namespace UnitTestProject.Modules.SwapModule trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate, List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, - decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, + decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { var svc = new StubSwapDealService( new OptUserInfo(0, nameof(SwapSingleTradeVerificationTest), OptUserFrom.UnitTest), _floatRates); return svc.GetInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, - closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice, - grossPrice, orginPv, add, settment, newCalcLast, closeList); + closePosiNotionalValue, closePrecent, eventType, tdClose, + orginPv, add, settment, newCalcLast, closeList); } public eod_swap_position ExecuteClose(trade td, swap_position position, DateTime valueDate, @@ -215,7 +215,7 @@ namespace UnitTestProject.Modules.SwapModule prevEod, new List { position }, closeNotional, closeNotional, 0m, closeNotional, 1m, (int)SwapEventTypeEnum.平仓, - false, false, 0m, closeNotional, false, settment: false, newCalcLast: isMaturity); + false, closeNotional, false, settment: false, newCalcLast: isMaturity); Assert.AreEqual(1, interests.Count); return interests[0]; } diff --git a/UnitTestProject/Modules/SwapModule/SwapUnwindPrepayPrincipalBugTdd.cs b/UnitTestProject/Modules/SwapModule/SwapUnwindPrepayPrincipalBugTdd.cs index ee29d70d..d29a3e80 100644 --- a/UnitTestProject/Modules/SwapModule/SwapUnwindPrepayPrincipalBugTdd.cs +++ b/UnitTestProject/Modules/SwapModule/SwapUnwindPrepayPrincipalBugTdd.cs @@ -95,7 +95,7 @@ namespace YLErp.Modules.SwapModule eodPositions, new List { position }, UnderlyingNotional, UnderlyingNotional, UnderlyingNotional, UnderlyingNotional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, UnderlyingNotional, false, settment: false, newCalcLast: false, closeList: null); + false, UnderlyingNotional, false, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event"); return interests[0]; } @@ -113,7 +113,7 @@ namespace YLErp.Modules.SwapModule eodPositions, new List { position }, notional, notional, notional, notional, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, notional, false, settment: false, newCalcLast: false, closeList: null); + false, notional, false, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event"); return interests[0]; } @@ -281,7 +281,7 @@ namespace YLErp.Modules.SwapModule eod, new List { position }, fix, fix, fix, fix, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, fix, false, settment: false, newCalcLast: false, closeList: null); + false, fix, false, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event"); return interests[0]; } @@ -375,7 +375,7 @@ namespace YLErp.Modules.SwapModule eod, new List { position }, notional, notional, notional, notional * closePercent, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, notional, false, settment: false, newCalcLast: false, closeList: null); + false, notional, false, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, interests.Count, "非预付金腿应生成 1 条 flow_event"); return interests[0]; } @@ -490,7 +490,7 @@ namespace YLErp.Modules.SwapModule eodPos, new List { position }, baseP, baseP, baseP, baseP * closePercent, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, baseP, false, settment: eodPath, newCalcLast: false, closeList: null); + false, baseP, false, settment: eodPath, newCalcLast: false, closeList: null); Assert.AreEqual(1, interests.Count, $"mode={mode} 应生成 1 条 flow_event"); return interests[0]; } diff --git a/UnitTestProject/Modules/SwapModule/SwapUnwindSameDayDoublePartialTest.cs b/UnitTestProject/Modules/SwapModule/SwapUnwindSameDayDoublePartialTest.cs index 5e18c5d1..27a957f8 100644 --- a/UnitTestProject/Modules/SwapModule/SwapUnwindSameDayDoublePartialTest.cs +++ b/UnitTestProject/Modules/SwapModule/SwapUnwindSameDayDoublePartialTest.cs @@ -123,7 +123,7 @@ namespace YLErp.Modules.SwapModule MakeLastEod(), new List { position }, currentNotional, currentNotional, currentNotional, currentNotional * closePercent, closePercent, (int)SwapEventTypeEnum.平仓, - false, false, 0, N, false, settment: false, newCalcLast: false, closeList: null); + false, N, false, settment: false, newCalcLast: false, closeList: null); Assert.AreEqual(1, interests.Count, "标的期初全价腿应生成 1 条 flow_event"); return interests[0]; } diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs index 00da0eae..e05f3b3d 100644 --- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs @@ -627,7 +627,7 @@ namespace YLErp.Modules.SwapModule public List GetIntradayUnwindInterests(InterestCalcRequest req) => GetInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions, req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue, req.ClosePosiNotionalValue, - req.ClosePercent, req.EventType, req.TdClose, needPrice: false, grossPrice: 0m, + req.ClosePercent, req.EventType, req.TdClose, req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList); public List GetInterests( @@ -644,8 +644,6 @@ namespace YLErp.Modules.SwapModule decimal closePrecent, int eventType, bool tdClose, - bool needPrice, - decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, @@ -1110,7 +1108,7 @@ namespace YLErp.Modules.SwapModule } return InitSwapDealInterest(td, valueDate, endDate, rate, position, add, swap, posiPrincipal, - closePrincipal, closePercent, annualDays, eventType, preEod, false, + closePrincipal, closePercent, annualDays, eventType, preEod, orginPv, calcFirst, calcLast, consumedInterest); } /// @@ -1165,7 +1163,6 @@ namespace YLErp.Modules.SwapModule int annualDays, int eventType, eod_swap_position preEodPosition, - bool needPrice, decimal orginPv, bool calcFirst, bool calcLast, diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs index c7c81be6..0af04ee6 100644 --- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs @@ -82,8 +82,9 @@ namespace YLErp.Modules.SwapModule } /// - /// 计算利息腿利息明细（生产: new SwapDealService(this).GetInterests；测试: 用StubSwapDealService内存算） + /// 计算利息腿利息明细（生产: new SwapDealService(this).GetInterests；测试: 用StubSwapDealService内存算）。 /// 参数与 SwapDealService.GetInterests 完全一致，保证行为不变。 + /// （needPrice/grossPrice 死参数已随 2026-08 收口删除，两侧同步。） /// protected virtual List CalcSwapInterests( trade td, trade_extend tradeExtend, @@ -91,15 +92,15 @@ namespace YLErp.Modules.SwapModule List eodPositions, List positions, decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue, decimal closePosiNotionalValue, decimal closePrecent, - int eventType, bool tdClose, bool needPrice, - decimal grossPrice, decimal orginPv, + int eventType, bool tdClose, + decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false, List closeList = null) { return new SwapDealService(this).GetInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, - closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice, - grossPrice, orginPv, add, settment, newCalcLast, closeList); + closePosiNotionalValue, closePrecent, eventType, tdClose, + orginPv, add, settment, newCalcLast, closeList); } /// @@ -112,8 +113,8 @@ namespace YLErp.Modules.SwapModule protected virtual List CalcEodPostCloseSettleInterests(InterestCalcRequest req) => CalcSwapInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions, req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue, - req.ClosePosiNotionalValue, req.ClosePercent, req.EventType, req.TdClose, needPrice: true, - grossPrice: 0m, req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList); + req.ClosePosiNotionalValue, req.ClosePercent, req.EventType, req.TdClose, + req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList); // FindTrade 已上提到基类 SwapTradeBaseService（三子类实现一致，消除重复） @@ -1158,7 +1159,7 @@ namespace YLErp.Modules.SwapModule { orginPv = eodPayPosition.InterestPrincipalFix; } - var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, true, grossPrice, orginPv, true); + var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, orginPv, true); decimal interestAmountBeforeSettlement = interests.Sum(x => x.InterestAmount); decimal tdInterestAmount = interests.Sum(x => x.TdInterestAmount); @@ -1576,7 +1577,7 @@ namespace YLErp.Modules.SwapModule { preEodPositions.Add(eodPayPosition); } - var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNational, posiShortNational, posiNotionalValue, closePercent, 0, false, needPrice, grossPrice, orginPv); + var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNational, posiShortNational, posiNotionalValue, closePercent, 0, false, orginPv); UpdateDbOption(newEodPayPosition); newEodPayPosition.PosiStatus = 0;